Develops the first low-rank ADI algorithm for non-symmetric algebraic Riccati equations, with autonomous shift generation, and demonstrates it on a benchmark problem of order 10^6.
Abou-Kandil, G
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A Low-rank ADI Algorithm for Solving Large-scale Non-symmetric Algebraic Riccati Equations
Develops the first low-rank ADI algorithm for non-symmetric algebraic Riccati equations, with autonomous shift generation, and demonstrates it on a benchmark problem of order 10^6.